Dataset statistics
| Number of variables | 12 |
|---|---|
| Number of observations | 13406 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 1.2 MiB |
| Average record size in memory | 96.0 B |
Variable types
| Categorical | 1 |
|---|---|
| Numeric | 11 |
Symbol has a high cardinality: 3110 distinct values | High cardinality |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
mean-return is highly correlated with VaR (95%) | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with mean-return and 1 other fields | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score | High correlation |
Social Pillar Score is highly correlated with ESG Score | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
mean-return is highly correlated with semi-variance (down) and 1 other fields | High correlation |
semi-variance (down) is highly correlated with mean-return and 1 other fields | High correlation |
kurtosis is highly correlated with skew | High correlation |
skew is highly correlated with kurtosis | High correlation |
VaR (95%) is highly correlated with mean-return and 1 other fields | High correlation |
semi-variance (down) is highly skewed (γ1 = 69.10115461) | Skewed |
Symbol is uniformly distributed | Uniform |
ESG Score has unique values | Unique |
semi-variance (down) has unique values | Unique |
kurtosis has unique values | Unique |
Environmental Pillar Score has 5016 (37.4%) zeros | Zeros |
D(ESG, VaR) has 2292 (17.1%) zeros | Zeros |
Reproduction
| Analysis started | 2022-09-26 12:40:37.232833 |
|---|---|
| Analysis finished | 2022-09-26 12:40:50.366802 |
| Duration | 13.13 seconds |
| Software version | pandas-profiling v3.2.0 |
| Download configuration | config.json |
| Distinct | 3110 |
|---|---|
| Distinct (%) | 23.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 104.9 KiB |
| WSM.N | 7 |
|---|---|
| SMTC.OQ | 7 |
| DLTR.OQ | 7 |
| DLTH.OQ | 7 |
| OLLI.OQ | 7 |
| Other values (3105) |
Length
| Max length | 8 |
|---|---|
| Median length | 7 |
| Mean length | 6.08652842 |
| Min length | 3 |
Characters and Unicode
| Total characters | 81596 |
|---|---|
| Distinct characters | 35 |
| Distinct categories | 5 ? |
| Distinct scripts | 2 ? |
| Distinct blocks | 1 ? |
Unique
| Unique | 253 ? |
|---|---|
| Unique (%) | 1.9% |
Sample
| 1st row | 360.AX |
|---|---|
| 2nd row | 360.AX |
| 3rd row | A.N |
| 4th row | A.N |
| 5th row | A.N |
Common Values
| Value | Count | Frequency (%) |
| WSM.N | 7 | 0.1% |
| SMTC.OQ | 7 | 0.1% |
| DLTR.OQ | 7 | 0.1% |
| DLTH.OQ | 7 | 0.1% |
| OLLI.OQ | 7 | 0.1% |
| BOX.N | 7 | 0.1% |
| ENS.N | 7 | 0.1% |
| CAL.N | 7 | 0.1% |
| HIBB.OQ | 7 | 0.1% |
| GME.N | 7 | 0.1% |
| Other values (3100) | 13336 |
Length
| Value | Count | Frequency (%) |
| wsm.n | 7 | 0.1% |
| bby.n | 7 | 0.1% |
| gco.n | 7 | 0.1% |
| hqy.oq | 7 | 0.1% |
| apog.oq | 7 | 0.1% |
| vsto.n | 7 | 0.1% |
| rh.n | 7 | 0.1% |
| casy.oq | 7 | 0.1% |
| tgi.n | 7 | 0.1% |
| urbn.oq | 7 | 0.1% |
| Other values (3100) | 13336 |
Most occurring characters
| Value | Count | Frequency (%) |
| . | 13406 | |
| O | 9062 | 11.1% |
| N | 8595 | 10.5% |
| Q | 7378 | 9.0% |
| C | 3648 | 4.5% |
| A | 3504 | 4.3% |
| S | 3159 | 3.9% |
| T | 3109 | 3.8% |
| R | 3103 | 3.8% |
| I | 2437 | 3.0% |
| Other values (25) | 24195 |
Most occurring categories
| Value | Count | Frequency (%) |
| Uppercase Letter | 68142 | |
| Other Punctuation | 13406 | 16.4% |
| Lowercase Letter | 38 | < 0.1% |
| Decimal Number | 6 | < 0.1% |
| Connector Punctuation | 4 | < 0.1% |
Most frequent character per category
Uppercase Letter
| Value | Count | Frequency (%) |
| O | 9062 | |
| N | 8595 | 12.6% |
| Q | 7378 | 10.8% |
| C | 3648 | 5.4% |
| A | 3504 | 5.1% |
| S | 3159 | 4.6% |
| T | 3109 | 4.6% |
| R | 3103 | 4.6% |
| I | 2437 | 3.6% |
| E | 2296 | 3.4% |
| Other values (16) | 21851 |
Lowercase Letter
| Value | Count | Frequency (%) |
| a | 23 | |
| b | 10 | |
| p | 4 | 10.5% |
| q | 1 | 2.6% |
Decimal Number
| Value | Count | Frequency (%) |
| 3 | 2 | |
| 6 | 2 | |
| 0 | 2 |
Other Punctuation
| Value | Count | Frequency (%) |
| . | 13406 |
Connector Punctuation
| Value | Count | Frequency (%) |
| _ | 4 |
Most occurring scripts
| Value | Count | Frequency (%) |
| Latin | 68180 | |
| Common | 13416 | 16.4% |
Most frequent character per script
Latin
| Value | Count | Frequency (%) |
| O | 9062 | |
| N | 8595 | 12.6% |
| Q | 7378 | 10.8% |
| C | 3648 | 5.4% |
| A | 3504 | 5.1% |
| S | 3159 | 4.6% |
| T | 3109 | 4.6% |
| R | 3103 | 4.6% |
| I | 2437 | 3.6% |
| E | 2296 | 3.4% |
| Other values (20) | 21889 |
Common
| Value | Count | Frequency (%) |
| . | 13406 | |
| _ | 4 | < 0.1% |
| 3 | 2 | < 0.1% |
| 6 | 2 | < 0.1% |
| 0 | 2 | < 0.1% |
Most occurring blocks
| Value | Count | Frequency (%) |
| ASCII | 81596 |
Most frequent character per block
ASCII
| Value | Count | Frequency (%) |
| . | 13406 | |
| O | 9062 | 11.1% |
| N | 8595 | 10.5% |
| Q | 7378 | 9.0% |
| C | 3648 | 4.5% |
| A | 3504 | 4.3% |
| S | 3159 | 3.9% |
| T | 3109 | 3.8% |
| R | 3103 | 3.8% |
| I | 2437 | 3.0% |
| Other values (25) | 24195 |
Year
Real number (ℝ≥0)
| Distinct | 7 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2018.82478 |
| Minimum | 2016 |
|---|---|
| Maximum | 2022 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 2016 |
|---|---|
| 5-th percentile | 2016 |
| Q1 | 2018 |
| median | 2019 |
| Q3 | 2020 |
| 95-th percentile | 2021 |
| Maximum | 2022 |
| Range | 6 |
| Interquartile range (IQR) | 2 |
Descriptive statistics
| Standard deviation | 1.628435498 |
|---|---|
| Coefficient of variation (CV) | 0.0008066254754 |
| Kurtosis | -1.051898112 |
| Mean | 2018.82478 |
| Median Absolute Deviation (MAD) | 1 |
| Skewness | -0.1894160148 |
| Sum | 27064365 |
| Variance | 2.651802171 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 2020 | 2848 | |
| 2019 | 2533 | |
| 2021 | 2310 | |
| 2018 | 2228 | |
| 2017 | 1948 | |
| 2016 | 1385 | |
| 2022 | 154 | 1.1% |
| Value | Count | Frequency (%) |
| 2016 | 1385 | |
| 2017 | 1948 | |
| 2018 | 2228 | |
| 2019 | 2533 | |
| 2020 | 2848 | |
| 2021 | 2310 | |
| 2022 | 154 | 1.1% |
| Value | Count | Frequency (%) |
| 2022 | 154 | 1.1% |
| 2021 | 2310 | |
| 2020 | 2848 | |
| 2019 | 2533 | |
| 2018 | 2228 | |
| 2017 | 1948 | |
| 2016 | 1385 |
ESG Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONUNIQUE| Distinct | 13406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 37.83428893 |
| Minimum | 0.917084056 |
|---|---|
| Maximum | 94.44445553 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 0.917084056 |
|---|---|
| 5-th percentile | 13.04270178 |
| Q1 | 23.67498386 |
| median | 34.03591873 |
| Q3 | 49.41499446 |
| 95-th percentile | 74.19126267 |
| Maximum | 94.44445553 |
| Range | 93.52737147 |
| Interquartile range (IQR) | 25.74001061 |
Descriptive statistics
| Standard deviation | 18.65358299 |
|---|---|
| Coefficient of variation (CV) | 0.4930337935 |
| Kurtosis | -0.2473272893 |
| Mean | 37.83428893 |
| Median Absolute Deviation (MAD) | 12.05213218 |
| Skewness | 0.6749380618 |
| Sum | 507206.4773 |
| Variance | 347.9561585 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 27.08101803 | 1 | < 0.1% |
| 76.19372321 | 1 | < 0.1% |
| 52.86917167 | 1 | < 0.1% |
| 17.15774722 | 1 | < 0.1% |
| 16.68726603 | 1 | < 0.1% |
| 24.01058054 | 1 | < 0.1% |
| 27.11963889 | 1 | < 0.1% |
| 27.49981393 | 1 | < 0.1% |
| 47.80505066 | 1 | < 0.1% |
| 50.0786919 | 1 | < 0.1% |
| Other values (13396) | 13396 |
| Value | Count | Frequency (%) |
| 0.917084056 | 1 | |
| 0.990811417 | 1 | |
| 1.146032456 | 1 | |
| 1.517829707 | 1 | |
| 1.537560768 | 1 | |
| 1.740461857 | 1 | |
| 2.056279072 | 1 | |
| 2.370078331 | 1 | |
| 2.442902555 | 1 | |
| 2.523536173 | 1 |
| Value | Count | Frequency (%) |
| 94.44445553 | 1 | |
| 93.53912565 | 1 | |
| 93.32784124 | 1 | |
| 92.80650836 | 1 | |
| 92.61992314 | 1 | |
| 92.31516263 | 1 | |
| 92.1429952 | 1 | |
| 91.90508406 | 1 | |
| 91.85503349 | 1 | |
| 91.47686123 | 1 |
Environmental Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONZEROS| Distinct | 7250 |
|---|---|
| Distinct (%) | 54.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 20.44250285 |
| Minimum | 0 |
|---|---|
| Maximum | 97.98022505 |
| Zeros | 5016 |
| Zeros (%) | 37.4% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0 |
| median | 7.104938272 |
| Q3 | 35.48549651 |
| 95-th percentile | 76.57532438 |
| Maximum | 97.98022505 |
| Range | 97.98022505 |
| Interquartile range (IQR) | 35.48549651 |
Descriptive statistics
| Standard deviation | 26.00075419 |
|---|---|
| Coefficient of variation (CV) | 1.271896812 |
| Kurtosis | 0.1328687375 |
| Mean | 20.44250285 |
| Median Absolute Deviation (MAD) | 7.104938272 |
| Skewness | 1.161204355 |
| Sum | 274052.1932 |
| Variance | 676.0392187 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 5016 | |
| 21.15270351 | 121 | 0.9% |
| 1.740581784 | 52 | 0.4% |
| 1.771771772 | 39 | 0.3% |
| 1.608821403 | 33 | 0.2% |
| 20.39408867 | 20 | 0.1% |
| 17.53569212 | 20 | 0.1% |
| 4.945054945 | 18 | 0.1% |
| 37.31707317 | 18 | 0.1% |
| 6.302521008 | 16 | 0.1% |
| Other values (7240) | 8053 |
| Value | Count | Frequency (%) |
| 0 | 5016 | |
| 0.027777778 | 1 | < 0.1% |
| 0.086956522 | 1 | < 0.1% |
| 0.088593577 | 1 | < 0.1% |
| 0.091672296 | 1 | < 0.1% |
| 0.142146411 | 1 | < 0.1% |
| 0.142450142 | 1 | < 0.1% |
| 0.146297126 | 1 | < 0.1% |
| 0.194444444 | 1 | < 0.1% |
| 0.217013889 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 97.98022505 | 1 | |
| 97.69705095 | 1 | |
| 97.25520303 | 1 | |
| 97.16815059 | 1 | |
| 97.16090883 | 1 | |
| 97.02299593 | 1 | |
| 96.82619138 | 1 | |
| 96.67922137 | 1 | |
| 96.62206002 | 1 | |
| 96.54273654 | 1 |
Social Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATION| Distinct | 13267 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 40.51962434 |
| Minimum | 0.399627341 |
|---|---|
| Maximum | 97.83313378 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 0.399627341 |
|---|---|
| 5-th percentile | 12.28033436 |
| Q1 | 24.72058224 |
| median | 37.22906017 |
| Q3 | 53.72384838 |
| 95-th percentile | 79.73992001 |
| Maximum | 97.83313378 |
| Range | 97.43350644 |
| Interquartile range (IQR) | 29.00326613 |
Descriptive statistics
| Standard deviation | 20.50409466 |
|---|---|
| Coefficient of variation (CV) | 0.5060287451 |
| Kurtosis | -0.3354715709 |
| Mean | 40.51962434 |
| Median Absolute Deviation (MAD) | 13.92098172 |
| Skewness | 0.5699522791 |
| Sum | 543206.0839 |
| Variance | 420.4178977 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 31.06869795 | 6 | < 0.1% |
| 28.95333105 | 6 | < 0.1% |
| 28.96555825 | 6 | < 0.1% |
| 33.25243171 | 5 | < 0.1% |
| 27.03009279 | 4 | < 0.1% |
| 26.11945164 | 4 | < 0.1% |
| 25.91686339 | 4 | < 0.1% |
| 23.84305671 | 4 | < 0.1% |
| 23.9039304 | 4 | < 0.1% |
| 25.33726347 | 4 | < 0.1% |
| Other values (13257) | 13359 |
| Value | Count | Frequency (%) |
| 0.399627341 | 1 | |
| 0.453490413 | 1 | |
| 0.628855483 | 1 | |
| 0.634614487 | 1 | |
| 0.697674419 | 1 | |
| 0.774093986 | 1 | |
| 0.880434783 | 1 | |
| 1.010554682 | 1 | |
| 1.023448633 | 2 | |
| 1.069952635 | 1 |
| Value | Count | Frequency (%) |
| 97.83313378 | 1 | |
| 97.69370496 | 1 | |
| 97.66874295 | 1 | |
| 97.65506268 | 1 | |
| 97.57901244 | 1 | |
| 97.39413182 | 1 | |
| 97.39293525 | 1 | |
| 97.34833138 | 1 | |
| 97.25672305 | 1 | |
| 97.23474375 | 1 |
Governance Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATION| Distinct | 13249 |
|---|---|
| Distinct (%) | 98.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 47.02195931 |
| Minimum | 0.209118958 |
|---|---|
| Maximum | 99.49668624 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 0.209118958 |
|---|---|
| 5-th percentile | 11.51393206 |
| Q1 | 28.87901936 |
| median | 46.98611754 |
| Q3 | 64.8462774 |
| 95-th percentile | 82.62257328 |
| Maximum | 99.49668624 |
| Range | 99.28756728 |
| Interquartile range (IQR) | 35.96725804 |
Descriptive statistics
| Standard deviation | 22.20718945 |
|---|---|
| Coefficient of variation (CV) | 0.4722727376 |
| Kurtosis | -0.9429094024 |
| Mean | 47.02195931 |
| Median Absolute Deviation (MAD) | 17.98712213 |
| Skewness | 0.01836969661 |
| Sum | 630376.3866 |
| Variance | 493.1592634 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 35.12035496 | 2 | < 0.1% |
| 20.90012723 | 2 | < 0.1% |
| 51.61412726 | 2 | < 0.1% |
| 24.36758124 | 2 | < 0.1% |
| 76.81293566 | 2 | < 0.1% |
| 75.97684374 | 2 | < 0.1% |
| 43.03463709 | 2 | < 0.1% |
| 18.92469432 | 2 | < 0.1% |
| 71.19986287 | 2 | < 0.1% |
| 39.33111481 | 2 | < 0.1% |
| Other values (13239) | 13386 |
| Value | Count | Frequency (%) |
| 0.209118958 | 1 | |
| 0.483373329 | 1 | |
| 0.689064107 | 1 | |
| 0.713528414 | 1 | |
| 0.813089296 | 1 | |
| 0.891645462 | 1 | |
| 0.966167499 | 1 | |
| 1.21894023 | 1 | |
| 1.225734886 | 1 | |
| 1.234608985 | 1 |
| Value | Count | Frequency (%) |
| 99.49668624 | 1 | |
| 98.61065544 | 1 | |
| 98.29931336 | 1 | |
| 98.1416741 | 1 | |
| 97.5232521 | 1 | |
| 97.49964879 | 1 | |
| 97.30143852 | 1 | |
| 97.02811555 | 1 | |
| 96.77316411 | 1 | |
| 96.67393058 | 1 |
| Distinct | 13392 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.001600613576 |
| Minimum | -1.770896269 |
|---|---|
| Maximum | 0.5359062215 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 5638 |
| Negative (%) | 42.1% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | -1.770896269 |
|---|---|
| 5-th percentile | -0.0753132144 |
| Q1 | -0.01664729007 |
| median | 0.005759506337 |
| Q3 | 0.02496280011 |
| 95-th percentile | 0.06479787727 |
| Maximum | 0.5359062215 |
| Range | 2.306802491 |
| Interquartile range (IQR) | 0.04161009018 |
Descriptive statistics
| Standard deviation | 0.05085194573 |
|---|---|
| Coefficient of variation (CV) | 31.77028266 |
| Kurtosis | 127.8259906 |
| Mean | 0.001600613576 |
| Median Absolute Deviation (MAD) | 0.02065356522 |
| Skewness | -4.694960651 |
| Sum | 21.4578256 |
| Variance | 0.002585920385 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.03146094461 | 2 | < 0.1% |
| 0.039470474 | 2 | < 0.1% |
| 0.01748835388 | 2 | < 0.1% |
| -0.01232231745 | 2 | < 0.1% |
| -0.05944786067 | 2 | < 0.1% |
| 0.06301338005 | 2 | < 0.1% |
| 0.01152288233 | 2 | < 0.1% |
| 0.01545579174 | 2 | < 0.1% |
| 0.03472760195 | 2 | < 0.1% |
| 0.01544536698 | 2 | < 0.1% |
| Other values (13382) | 13386 |
| Value | Count | Frequency (%) |
| -1.770896269 | 1 | |
| -0.8373036702 | 1 | |
| -0.7495541944 | 1 | |
| -0.5737907737 | 1 | |
| -0.552090105 | 1 | |
| -0.5304138823 | 1 | |
| -0.4925745599 | 1 | |
| -0.4094096847 | 1 | |
| -0.4019158167 | 1 | |
| -0.3896555938 | 1 |
| Value | Count | Frequency (%) |
| 0.5359062215 | 1 | |
| 0.2835265788 | 1 | |
| 0.2558097662 | 1 | |
| 0.2551809226 | 1 | |
| 0.2494473479 | 1 | |
| 0.2439398094 | 1 | |
| 0.2376677679 | 1 | |
| 0.2321204633 | 1 | |
| 0.2302291221 | 1 | |
| 0.2282888654 | 1 |
semi-variance (down)
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONSKEWEDUNIQUE| Distinct | 13406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.03441228019 |
| Minimum | 2.049697647 × 10-6 |
|---|---|
| Maximum | 28.32993695 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 2.049697647 × 10-6 |
|---|---|
| 5-th percentile | 0.001251674494 |
| Q1 | 0.004002489114 |
| median | 0.009435781436 |
| Q3 | 0.0251679983 |
| 95-th percentile | 0.1080832709 |
| Maximum | 28.32993695 |
| Range | 28.3299349 |
| Interquartile range (IQR) | 0.02116550919 |
Descriptive statistics
| Standard deviation | 0.3101557243 |
|---|---|
| Coefficient of variation (CV) | 9.012937316 |
| Kurtosis | 5703.587574 |
| Mean | 0.03441228019 |
| Median Absolute Deviation (MAD) | 0.006852238409 |
| Skewness | 69.10115461 |
| Sum | 461.3310282 |
| Variance | 0.09619657329 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.004021172732 | 1 | < 0.1% |
| 0.004606651566 | 1 | < 0.1% |
| 0.0466208195 | 1 | < 0.1% |
| 0.005754053986 | 1 | < 0.1% |
| 0.003798848217 | 1 | < 0.1% |
| 0.01276427892 | 1 | < 0.1% |
| 0.0241418408 | 1 | < 0.1% |
| 0.06843329069 | 1 | < 0.1% |
| 0.03686358771 | 1 | < 0.1% |
| 0.07319597084 | 1 | < 0.1% |
| Other values (13396) | 13396 |
| Value | Count | Frequency (%) |
| 2.049697647 × 10-6 | 1 | |
| 5.055098442 × 10-6 | 1 | |
| 5.08445488 × 10-6 | 1 | |
| 5.274323069 × 10-6 | 1 | |
| 6.131105551 × 10-6 | 1 | |
| 8.070466148 × 10-6 | 1 | |
| 1.132803218 × 10-5 | 1 | |
| 1.166024936 × 10-5 | 1 | |
| 1.192400629 × 10-5 | 1 | |
| 1.228339629 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 28.32993695 | 1 | |
| 15.21479062 | 1 | |
| 10.60379622 | 1 | |
| 4.401274089 | 1 | |
| 4.183851335 | 1 | |
| 2.990701155 | 1 | |
| 2.814765903 | 1 | |
| 2.660379866 | 1 | |
| 2.528239724 | 1 | |
| 2.264271707 | 1 |
| Distinct | 13406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.6588791642 |
| Minimum | -4.925216547 |
|---|---|
| Maximum | 10.66785002 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 5999 |
| Negative (%) | 44.7% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | -4.925216547 |
|---|---|
| 5-th percentile | -1.406710549 |
| Q1 | -0.6411744108 |
| median | 0.1874007008 |
| Q3 | 1.434089442 |
| 95-th percentile | 4.459231328 |
| Maximum | 10.66785002 |
| Range | 15.59306656 |
| Interquartile range (IQR) | 2.075263852 |
Descriptive statistics
| Standard deviation | 1.850429241 |
|---|---|
| Coefficient of variation (CV) | 2.808450079 |
| Kurtosis | 2.501749631 |
| Mean | 0.6588791642 |
| Median Absolute Deviation (MAD) | 0.9622094866 |
| Skewness | 1.441652069 |
| Sum | 8832.934075 |
| Variance | 3.424088374 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -0.6328257409 | 1 | < 0.1% |
| -0.6000083665 | 1 | < 0.1% |
| -1.25516805 | 1 | < 0.1% |
| 3.231980137 | 1 | < 0.1% |
| -0.8817686815 | 1 | < 0.1% |
| -1.788535112 | 1 | < 0.1% |
| 0.7424017421 | 1 | < 0.1% |
| 0.7019404978 | 1 | < 0.1% |
| -0.5022799385 | 1 | < 0.1% |
| -0.2951600067 | 1 | < 0.1% |
| Other values (13396) | 13396 |
| Value | Count | Frequency (%) |
| -4.925216547 | 1 | |
| -4.771690305 | 1 | |
| -3.993803802 | 1 | |
| -3.716904182 | 1 | |
| -3.303480138 | 1 | |
| -3.283662493 | 1 | |
| -3.235017398 | 1 | |
| -3.010231764 | 1 | |
| -2.91690952 | 1 | |
| -2.775623454 | 1 |
| Value | Count | Frequency (%) |
| 10.66785002 | 1 | |
| 10.39619826 | 1 | |
| 10.39230482 | 1 | |
| 10.28436064 | 1 | |
| 10.02276838 | 1 | |
| 9.991123526 | 1 | |
| 9.943155185 | 1 | |
| 9.575861345 | 1 | |
| 9.415530199 | 1 | |
| 9.414811455 | 1 |
| Distinct | 13405 |
|---|---|
| Distinct (%) | > 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.1385345219 |
| Minimum | -3.243905543 |
|---|---|
| Maximum | 3.149891009 |
| Zeros | 2 |
| Zeros (%) | < 0.1% |
| Negative | 7598 |
| Negative (%) | 56.7% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | -3.243905543 |
|---|---|
| 5-th percentile | -1.629396871 |
| Q1 | -0.6952890294 |
| median | -0.1368064219 |
| Q3 | 0.4224242633 |
| 95-th percentile | 1.309867741 |
| Maximum | 3.149891009 |
| Range | 6.393796553 |
| Interquartile range (IQR) | 1.117713293 |
Descriptive statistics
| Standard deviation | 0.8832119049 |
|---|---|
| Coefficient of variation (CV) | -6.375392163 |
| Kurtosis | 0.2994547921 |
| Mean | -0.1385345219 |
| Median Absolute Deviation (MAD) | 0.5587610656 |
| Skewness | -0.008493066362 |
| Sum | -1857.1938 |
| Variance | 0.7800632689 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 2 | < 0.1% |
| 0.06114140649 | 1 | < 0.1% |
| 1.151964253 | 1 | < 0.1% |
| 1.480922384 | 1 | < 0.1% |
| -0.2233578597 | 1 | < 0.1% |
| -0.1366965051 | 1 | < 0.1% |
| -1.104792676 | 1 | < 0.1% |
| -0.9496433795 | 1 | < 0.1% |
| 0.2310163974 | 1 | < 0.1% |
| -0.2857132086 | 1 | < 0.1% |
| Other values (13395) | 13395 |
| Value | Count | Frequency (%) |
| -3.243905543 | 1 | |
| -3.192624611 | 1 | |
| -3.192145101 | 1 | |
| -3.163753732 | 1 | |
| -3.115575778 | 1 | |
| -2.990326357 | 1 | |
| -2.980115368 | 1 | |
| -2.95715309 | 1 | |
| -2.91591035 | 1 | |
| -2.869372396 | 1 |
| Value | Count | Frequency (%) |
| 3.149891009 | 1 | |
| 3.118139779 | 1 | |
| 3.026333094 | 1 | |
| 3.001254278 | 1 | |
| 2.939550184 | 1 | |
| 2.900624226 | 1 | |
| 2.846950478 | 1 | |
| 2.815081958 | 1 | |
| 2.781616199 | 1 | |
| 2.727624363 | 1 |
| Distinct | 13401 |
|---|---|
| Distinct (%) | > 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.1761616532 |
| Minimum | -6.403826316 |
|---|---|
| Maximum | 0.05449763172 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 13369 |
| Negative (%) | 99.7% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | -6.403826316 |
|---|---|
| 5-th percentile | -0.4616766382 |
| Q1 | -0.223226328 |
| median | -0.1313633892 |
| Q3 | -0.07565988634 |
| 95-th percentile | -0.03017432282 |
| Maximum | 0.05449763172 |
| Range | 6.458323948 |
| Interquartile range (IQR) | 0.1475664416 |
Descriptive statistics
| Standard deviation | 0.1807383212 |
|---|---|
| Coefficient of variation (CV) | -1.025979933 |
| Kurtosis | 233.0781805 |
| Mean | -0.1761616532 |
| Median Absolute Deviation (MAD) | 0.06699855294 |
| Skewness | -9.324335904 |
| Sum | -2361.623123 |
| Variance | 0.03266634074 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -0.3465735903 | 3 | < 0.1% |
| -0.2653141255 | 2 | < 0.1% |
| -0.250387644 | 2 | < 0.1% |
| -0.2372289898 | 2 | < 0.1% |
| -0.07107546858 | 1 | < 0.1% |
| -0.3766632937 | 1 | < 0.1% |
| -0.08813645148 | 1 | < 0.1% |
| -0.1280683915 | 1 | < 0.1% |
| -0.3413738412 | 1 | < 0.1% |
| -0.1478696712 | 1 | < 0.1% |
| Other values (13391) | 13391 |
| Value | Count | Frequency (%) |
| -6.403826316 | 1 | |
| -5.756462732 | 1 | |
| -5.042178038 | 1 | |
| -3.453877639 | 1 | |
| -3.178327878 | 1 | |
| -2.171902711 | 1 | |
| -1.992725237 | 1 | |
| -1.785685114 | 1 | |
| -1.669998066 | 1 | |
| -1.64456756 | 1 |
| Value | Count | Frequency (%) |
| 0.05449763172 | 1 | |
| 0.05115661859 | 1 | |
| 0.03287686949 | 1 | |
| 0.03035851729 | 1 | |
| 0.02703480588 | 1 | |
| 0.01769272866 | 1 | |
| 0.016452963 | 1 | |
| 0.01552917494 | 1 | |
| 0.01351776512 | 1 | |
| 0.01123461342 | 1 |
| Distinct | 11115 |
|---|---|
| Distinct (%) | 82.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.8268450072 |
| Minimum | 0 |
|---|---|
| Maximum | 68.67140331 |
| Zeros | 2292 |
| Zeros (%) | 17.1% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 104.9 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0.01158233415 |
| median | 0.2224363687 |
| Q3 | 0.8891084195 |
| 95-th percentile | 3.443560257 |
| Maximum | 68.67140331 |
| Range | 68.67140331 |
| Interquartile range (IQR) | 0.8775260854 |
Descriptive statistics
| Standard deviation | 1.892817315 |
|---|---|
| Coefficient of variation (CV) | 2.289204504 |
| Kurtosis | 223.0252267 |
| Mean | 0.8268450072 |
| Median Absolute Deviation (MAD) | 0.2224363687 |
| Skewness | 10.32378911 |
| Sum | 11084.68417 |
| Variance | 3.582757387 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 2292 | 17.1% |
| 0.3361253307 | 1 | < 0.1% |
| 1.519852181 | 1 | < 0.1% |
| 0.7899674209 | 1 | < 0.1% |
| 0.3090841857 | 1 | < 0.1% |
| 0.2671851729 | 1 | < 0.1% |
| 0.305518627 | 1 | < 0.1% |
| 0.2531776341 | 1 | < 0.1% |
| 0.3933772983 | 1 | < 0.1% |
| 0.05481988242 | 1 | < 0.1% |
| Other values (11105) | 11105 |
| Value | Count | Frequency (%) |
| 0 | 2292 | |
| 7.201370445 × 10-8 | 1 | < 0.1% |
| 7.65170932 × 10-8 | 1 | < 0.1% |
| 1.615828905 × 10-7 | 1 | < 0.1% |
| 2.356886796 × 10-7 | 1 | < 0.1% |
| 3.591858258 × 10-7 | 1 | < 0.1% |
| 5.596244496 × 10-7 | 1 | < 0.1% |
| 7.547698111 × 10-7 | 1 | < 0.1% |
| 1.028963198 × 10-6 | 1 | < 0.1% |
| 1.053538485 × 10-6 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 68.67140331 | 1 | |
| 47.28022229 | 1 | |
| 47.01104047 | 1 | |
| 37.17419917 | 1 | |
| 35.04497396 | 1 | |
| 28.14140719 | 1 | |
| 25.85330839 | 1 | |
| 25.85312129 | 1 | |
| 24.47068079 | 1 | |
| 23.2314543 | 1 |
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.First rows
| Symbol | Year | ESG Score | Environmental Pillar Score | Social Pillar Score | Governance Pillar Score | mean-return | semi-variance (down) | kurtosis | skew | VaR (95%) | D(ESG, VaR) | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 360.AX | 2020.0 | 27.081018 | 8.916667 | 43.015144 | 18.809271 | 0.032846 | 0.004021 | -0.632826 | 0.061141 | -0.071075 | 0.000000 |
| 1 | 360.AX | 2021.0 | 31.410958 | 8.453608 | 45.972210 | 25.759307 | 0.025825 | 0.005839 | 1.742724 | -0.646043 | -0.075298 | 0.008210 |
| 2 | A.N | 2017.0 | 87.595065 | 77.060658 | 92.792375 | 85.667996 | 0.035512 | 0.007012 | 0.455790 | 0.720648 | -0.096525 | 0.000000 |
| 3 | A.N | 2018.0 | 89.489253 | 78.045737 | 94.201817 | 88.624684 | -0.061043 | 0.004451 | 0.610308 | 0.850044 | -0.162627 | 0.250266 |
| 4 | A.N | 2019.0 | 88.330855 | 79.335997 | 94.505273 | 84.398806 | -0.029269 | 0.016082 | 0.126243 | -0.828252 | -0.228490 | 0.124653 |
| 5 | A.N | 2020.0 | 87.577489 | 79.958977 | 93.599370 | 83.203984 | 0.045653 | 0.270980 | 4.900414 | -1.988309 | -0.520227 | 0.691122 |
| 6 | AA.N | 2016.0 | 87.186605 | 85.832330 | 81.590386 | 98.299313 | 0.026276 | 0.005254 | 0.036191 | -0.293729 | -0.063296 | 0.000000 |
| 7 | AA.N | 2017.0 | 87.273109 | 90.333748 | 79.472149 | 95.671099 | -0.021786 | 0.002320 | 0.566293 | -0.682118 | -0.081101 | 0.060957 |
| 8 | AA.N | 2018.0 | 86.619978 | 88.383537 | 79.128995 | 96.369097 | -0.033796 | 0.006287 | -0.703649 | -0.791101 | -0.137931 | 0.290054 |
| 9 | AA.N | 2019.0 | 88.078825 | 87.347163 | 83.474247 | 96.673931 | -0.039699 | 0.015111 | 2.266191 | -1.274915 | -0.223285 | 0.216216 |
Last rows
| Symbol | Year | ESG Score | Environmental Pillar Score | Social Pillar Score | Governance Pillar Score | mean-return | semi-variance (down) | kurtosis | skew | VaR (95%) | D(ESG, VaR) | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 13396 | ZWS.N | 2017.0 | 21.756603 | 4.250060 | 27.085541 | 35.777625 | -0.029082 | 0.107002 | 2.814027 | -1.311767 | -0.491496 | 0.894813 |
| 13397 | ZWS.N | 2018.0 | 22.966453 | 4.193398 | 24.531598 | 43.442041 | -0.127620 | 0.074135 | -1.053860 | -0.274952 | -0.461663 | 0.013628 |
| 13398 | ZWS.N | 2019.0 | 42.385059 | 47.923594 | 36.354082 | 43.646098 | 0.012917 | 0.035442 | 6.009275 | 2.079474 | -0.296457 | 1.114489 |
| 13399 | ZWS.N | 2020.0 | 59.566298 | 53.797153 | 76.736643 | 43.977042 | -0.038499 | 0.057422 | -0.321493 | -0.129591 | -0.393005 | 0.003407 |
| 13400 | ZWS.N | 2021.0 | 59.809391 | 70.174636 | 76.569419 | 25.396839 | -0.017465 | 0.010518 | 0.371196 | 1.074856 | -0.182711 | 0.592885 |
| 13401 | ZYNE.OQ | 2019.0 | 17.905076 | 0.000000 | 19.762014 | 28.149915 | 0.046165 | 0.038342 | -0.011275 | -0.600594 | -0.202372 | 0.000000 |
| 13402 | ZYNE.OQ | 2020.0 | 19.721129 | 0.000000 | 35.123391 | 18.835377 | 0.030629 | 0.065104 | -1.107678 | 0.150942 | -0.286020 | 0.062175 |
| 13403 | ZYXI.OQ | 2019.0 | 29.407035 | 0.000000 | 37.956586 | 31.873410 | -0.032330 | 0.008183 | 0.714418 | -0.798616 | -0.151493 | 0.000000 |
| 13404 | ZYXI.OQ | 2020.0 | 35.035758 | 0.000000 | 38.174307 | 47.253357 | 0.012825 | 0.018737 | 3.020327 | 1.159771 | -0.250388 | 0.107150 |
| 13405 | ZYXI.OQ | 2021.0 | 25.139574 | 0.000000 | 33.596738 | 25.736111 | 0.084239 | 0.036483 | 3.264759 | -1.726963 | -0.119402 | 0.166947 |